Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49352.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45290.84 Kr¶

PnL: ---------------------------------------> 234.84 Kr¶

DD now: ---------------------------------> -7.094 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:01:31.745324'

Anic Portfolio¶

Today¶

Return: 0.979 %¶

This Week¶

Return: 0.099 %¶

Total portfolio value¶

Return including deposits: 61.566 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.500000 1685.700000 216.700000 14.750000 1468.999998
Sedana Medical 93 4.340000 2680.260000 159.260000 6.320000 2521.000011
Orrön Energy 180 5.210000 2163.600000 120.600000 5.900000 2043.000000
Platzer Fastigheter Holding B 12 2.720000 996.000000 35.000000 3.640000 960.999996
Atrium Ljungberg B 5 1.520000 967.000000 32.000000 3.420000 935.000000
Sagax B 4 1.890000 883.200000 29.200000 3.420000 854.000000
Catena 2 2.140000 820.400000 28.400000 3.590000 792.000000
Sagax A 4 2.330000 880.000000 26.000000 3.040000 854.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
JM 6 0.680000 883.800000 19.800000 2.290000 864.000000
Hexatronic Group 12 1.780000 985.440000 18.440000 1.910000 966.999996
Gränges 9 1.450000 941.400000 13.400000 1.440000 927.999999
BioGaia B 8 0.340000 937.600000 7.600000 0.820000 930.000000
Biotage 7 0.070000 943.600000 2.600000 0.280000 940.999997
Bilia A 8 0.270000 902.400000 2.400000 0.270000 900.000000
EQT 4 0.770000 834.400000 2.400000 0.290000 832.000000
Byggmax Group 33 0.550000 958.320000 2.320000 0.240000 956.000001
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
HEXPOL B 9 -0.880000 1018.800000 -2.200000 -0.220000 1020.999996
ASSA ABLOY B 3 -0.190000 774.300000 -4.700000 -0.600000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.070000 941.200000 -8.800000 -0.930000 949.999999
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
SKF B 5 -1.740000 915.750000 -24.250000 -2.580000 940.000000
Addnode Group B 11 -1.160000 891.000000 -30.000000 -3.260000 921.000003
Vitec Software Group B 2 0.960000 1052.000000 -35.000000 -3.220000 1087.000000
Latour B 4 0.290000 820.400000 -36.600000 -4.270000 857.000000
Indutrade 5 1.460000 1178.000000 -40.000000 -3.280000 1218.000000
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.230000 1050.600000 -58.400000 -5.270000 1109.000001
Hexagon B 26 0.150000 3395.600000 -65.400000 -1.890000 3461.000010
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45290.840000 234.840000 -7.09389% 45056.000411

Updated:¶

'2023-07-04 10:01:48.805178'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶